Dr. Michael Thornton
Senior Lecturer

Profile

Biography

  • BSocSc Birmingham
  • MSc Queen Mary and Westfield
  • PhD Essex

Departmental roles

  • Chair of Departmental Teaching Committee
  • Departmental Management Team.

Research

Overview

My research interests are broadly in time series econometrics, where I am particularly interested in the problems caused by aggregation, both through time and across a heterogeneous population, in data.

Publications

Selected publications

Full details of publications can be found at RePEc

Discrete Time Representation of Continuous Time ARMA processes (with Marcus Chambers), Forthcoming in Econometric Theory.
 
Removing Seasonality Under a Changing Regime: Filtering New Car Sales, Forthcoming in Computational Statistics and Data Analysis.

Teaching

Undergraduate

Second Year

  • Economic Theory I
  • Economic Theory II

Postgraduate

  • Econometrics 1 & II

Thornton, mike


Michael Thornton
Senior Lecturer
Department of Economics
Room: A/EC/109

Tel: 01904 324566

michael.thornton@york.ac.uk 
Personal website 

Office & feedback hours during term time:

Currently on research leave.

Book an appointment via Google Calendar